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[IEEE 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - New York City, NY, USA (2012.03.29-2012.03.30)] 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - Event-based historical Value-at-Risk

Hogenboom, Frederik, de Winter, Michael, Jansen, Milan, Hogenboom, Alexander, Frasincar, Flavius, Kaymak, Uzay
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Year:
2012
Language:
english
DOI:
10.1109/cifer.2012.6327787
File:
PDF, 228 KB
english, 2012
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